AEX-Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:10.74% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8318 | 222.00 | |
| 0.1845 | 43.26 | |
| 0.0078 | 4.09 | |
| 0.0439 | 3.89 | |
| 0.9495 | 72.96 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2025
Jan 1, 1990 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices